A function space HMC algorithm with second order Langevin diffusion limit
نویسندگان
چکیده
MICHELA OTTOBRE1, NATESH S. PILLAI2, FRANK J. PINSKI3 and ANDREW M. STUART4 1Department of Mathematics, Imperial College, 180 Queen’s Gate, SW7 2AZ, London, UK. E-mail: [email protected] 2Department of Statistics, Harvard University, 1 Oxford Street, Cambridge, MA 02138, USA. E-mail: [email protected] 3Department of Physics, University of Cincinnati, P.O. Box 210011, Cincinnati, OH 45221-0377, USA. E-mail: [email protected] 4Mathematics Institute, Warwick University, CV4 7AL, UK. E-mail: [email protected]
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تاریخ انتشار 2015